+8,378.1%
AMD vs CMI
+509.0%
+7,869.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -2.8% |
| 7D | +10.4% | +0.8% | +9.6% | +9.8% |
| 30D | +6.2% | -12.8% | +19.0% | +16.3% |
| 3M | +11.3% | -12.4% | +23.8% | +22.5% |
| 6M | +147.8% | -0.9% | +148.7% | +154.8% |
| YTD | +135.2% | +8.9% | +126.3% | +128.3% |
| 1Y | +215.7% | +37.7% | +178.0% | +165.1% |
| 3Y | +374.7% | +148.9% | +225.8% | +179.7% |
| 5Y | +378.7% | +164.4% | +214.3% | +169.1% |
| All | +8,378.1% | +509.0% | +7,869.1% | +3,107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling